Understanding Your performance in this context

This tab connects external context to your own historical trading. It analyzes all visible accounts, maps futures expiries, micro contracts and configured aliases to a canonical market, and keeps incompatible account currencies separate.

Point-in-time reconstruction

For each trade, TDLab uses only information available at EntryTime:

• the latest COT report already published and verified;
• a seasonal vintage built only from years completed before the trade year;
• the latest applicable policy-rate observations or FED regime.

Independent evidence

COT, Seasonality and Rates are shown in separate blocks. Each row keeps the trade direction, count, Win Rate, Expectancy R when reliable risk exists, and Profit Factor. PnL remains secondary. Every row is compared with the baseline for the same canonical symbol and Long or Short side.

Context confluence

• Strong alignment: at least two directional evidences, all aligned.
• Partial alignment: aligned evidence and none opposed.
• Mixed context: at least one aligned and one opposed.
• Opposed context: opposed evidence and none aligned.
• Insufficient context: no directional evidence available.

Neutral and insufficient states do not vote. FED regimes for US indices remain a separate descriptive block and do not enter confluence.

Metrics and sample size

Each result shows n, Win Rate, Expectancy R, Profit Factor and secondary PnL. Groups below the comparison threshold remain descriptive. Expectancy R is shown only when a reliable initial risk is available; otherwise the value is an explained dash. Profit Factor can display ∞ / No losses when a profitable group has no losing trades.